Bootstrap and wild bootstrap for high dimensional linear models
In this paper two bootstrap procedures are considered for the estimation of the distribution of linear contrasts and of F-test statistics in high dimensional linear models. An asymptotic approach will be chosen where the dimension p of the model may increase for sample size n→∞. The range of validit...
Saved in:
| Main Author: | |
|---|---|
| Format: | Article (Journal) |
| Language: | English |
| Published: |
1993
|
| In: |
The annals of statistics
Year: 1993, Volume: 21, Issue: 1, Pages: 255-285 |
| ISSN: | 2168-8966 |
| Online Access: | Verlag, Volltext: http://dx.doi.org./10.1214/aos/1176349025 Verlag, Volltext: http://www.jstor.org/stable/3035590 Verlag, Volltext: https://projecteuclid.org/download/pdf_1/euclid.aos/1176349025 
|
| Author Notes: | Enno Mammen |
Search Result 1